Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector /
The credit risk measures we develop in this paper are used to investigate macrofinancial linkages in the Mexican banking system. Domestic and external macro-financial variables are found to be closely associated with banking soundness. At the aggregate level, high external volatility and domestic in...
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| Formaat: | Tijdschrift |
| Taal: | English |
| Gepubliceerd in: |
Washington, D.C. :
International Monetary Fund,
2009.
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| Reeks: | IMF Working Papers; Working Paper ;
No. 2009/109 |
| Online toegang: | Full text available on IMF |